backtest_engine
CommunityRigorous backtesting for trading strategies.
Finance & Accounting#financial data#risk management#performance metrics#backtesting#quantitative finance#trading strategy
Authorbenitorhuang-svg
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides a robust framework for validating quantitative trading strategies through historical data, ensuring they meet strict performance and risk criteria before deployment.
Core Features & Use Cases
- Event-Driven Backtesting: Simulates trading scenarios bar-by-bar using historical price, indicator, and fundamental data.
- Performance Metrics: Calculates key metrics like win rate, Sharpe ratio, and maximum drawdown.
- Anti-Cheating Rules: Enforces rules against lookahead bias, survivorship bias, and improper cost modeling.
- Use Case: A quantitative analyst can use this Skill to test a new mean-reversion strategy against 10 years of market data, verifying its profitability and risk profile against predefined thresholds.
Quick Start
Use the backtest_engine skill to run a backtest for the 'foreign_3buy_t5' strategy on the '2020-01-01' to '2023-12-31' date range.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: backtest_engine Download link: https://github.com/benitorhuang-svg/tw-stock-app/archive/main.zip#backtest-engine Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 223,000+ vetted skills library on demand.